Limit theorems for auto regression processwith random parameter v, 0 < v < 1

T.M.Zuparov, A.I.Jovliev

O‘zbekiston matematika jurnali · 2025-yil

Annotatsiya

In this paper we obtain the criterion of weak convergence of the sequence of the sum of the first $n$ terms of the linear process $\left\{X_{kn} ,\; k=1,2,...,n;\; n=1,2,...\right\}$ with random coefficients $\left\{v^{k} ,k\in {\mathbb N}\right\}$, generated by the innovation sequence $\left\{\xi _{kn} ,k\in Z\right\}$ satisfying the condition of infinite smallness to the limit distribution and as a consequence of this result we obtain the analog of the Lindeberg-Feller theorem for the auto regression process with random parameter $v,\; 0{\rm \; }<{\rm \; }v<1$. In addition, the strong law of large numbers and the law of iterated logarithm are proved.

Maqola ma’lumotlari
MualliflarT.M.Zuparov, A.I.Jovliev
JurnalO‘zbekiston matematika jurnali
NashriyotЎзбекистон Республикаси ФА Математика институти
ISSN2010-7269
Nashr sanasi2025-09-06
Jild69
Son3
Betlar176-180
TilIngliz
Ilmiy sohaFizika-matematika
DOI10.29229/uzmj.2025-3-19
Indeksga qo‘shilgan2026-08-26

Kalit so‘zlar

Auto regression process, linear process, central limit theorem, strong law of large numbers, law of iterated logarithm

Ilmiy soha

Iqtibos keltirish

APAT.M.Zuparov, & A.I.Jovliev (2025). Limit theorems for auto regression processwith random parameter v, 0 < v < 1. O‘zbekiston matematika jurnali, 69(3), 176-180. https://doi.org/10.29229/uzmj.2025-3-19
GOST (OAK)T.M.Zuparov, A.I.Jovliev Limit theorems for auto regression processwith random parameter v, 0 < v < 1 // O‘zbekiston matematika jurnali. – 2025. – T. 69, № 3. – P. 176-180. – DOI: 10.29229/uzmj.2025-3-19.
MLAT.M.Zuparov, and A.I.Jovliev. “Limit theorems for auto regression processwith random parameter v, 0 < v < 1.” O‘zbekiston matematika jurnali, 69(3), 176-180, 2025. https://doi.org/10.29229/uzmj.2025-3-19
ChicagoT.M.Zuparov, and A.I.Jovliev. “Limit theorems for auto regression processwith random parameter v, 0 < v < 1.” O‘zbekiston matematika jurnali, 69(3), 176-180 (2025). https://doi.org/10.29229/uzmj.2025-3-19
HarvardT.M.Zuparov, and A.I.Jovliev (2025) ‘Limit theorems for auto regression processwith random parameter v, 0 < v < 1’, O‘zbekiston matematika jurnali, 69(3), 176-180. https://doi.org/10.29229/uzmj.2025-3-19
BibTeX
@article{tmzuparov2025,
  title = {Limit theorems for auto regression processwith random parameter v, 0 < v < 1},
  author = {T.M.Zuparov and A.I.Jovliev},
  journal = {O‘zbekiston matematika jurnali},
  year = {2025},
  volume = {69},
  number = {3},
  pages = {176-180},
  doi = {10.29229/uzmj.2025-3-19},
  url = {https://doi.org/10.29229/uzmj.2025-3-19}
}

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